+6.0%
CMCSA vs GAP
+27.6%
-21.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | -5.6% | -6.3% | +0.8% | -4.7% |
| 30D | -1.9% | -0.2% | -1.6% | -1.9% |
| 3M | +6.4% | 0.0% | +6.4% | +6.2% |
| 6M | -16.9% | -8.1% | -8.8% | -16.5% |
| YTD | -6.8% | -16.5% | +9.7% | -5.5% |
| 1Y | -15.9% | -10.5% | -5.4% | -15.8% |
| 3Y | -33.4% | +104.0% | -137.4% | -44.1% |
| 5Y | -46.7% | +6.8% | -53.5% | -52.6% |
| All | +6.0% | +27.6% | -21.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling